Analysis of Stiff Markov Chains

DOI10.1287/IJOC.1.2.126MaRDI QIDQ4019978zbMATH OpenOpenAlexFDO

Authors Andrew Reibman, Kishor S. Trivedi, Sanjaya Kumar, Gianfranco Ciardo

Publication date 16 January 1993

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.1.2.126

zbMATH Keywords

Markov chainsapproximation techniqueinventory modelsReliability models

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• Numerical transient analysis of Markov models
• Efficient Steady State Analysis of Multimodal Markov Chains
• Structured analysis approaches for large Markov chains

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